Some properties of g-convex functions

被引：0
|
作者：
LI XiaoJuan [1 ]
机构：
[1] International Business School, Shandong Youth University of Political Science
来源：
ScienceChina(Mathematics) | 2013年 / 56卷 / 10期
关键词：
backward stochastic diferential equation; Jensen’s inequality; g-expectation; g-convexity;
D O I：
暂无
中图分类号：
O174.13 [凸函数、凸集理论];
学科分类号：
摘要：
In this paper,we obtain that eachg-convex function is continuous and convex,and we also extend Jia and Peng’s result on the characterization of g-convex function without the bounded assumption of the value of g at the origin.
引用
收藏
页码：2117 / 2122
页数：6
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